E-Thesis 251 views 87 downloads
Two classes of stochastic differential equations arising from financial modeling with stochastic volatility. / Miao Wang
Swansea University Author: Miao Wang
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Abstract
Two classes of stochastic differential equations arising from financial modeling with stochastic volatility.
Published: |
2013
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Institution: | Swansea University |
Degree level: | Doctoral |
Degree name: | Ph.D |
URI: | https://cronfa.swan.ac.uk/Record/cronfa43118 |
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2018-08-02T18:56:19Z |
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last_indexed |
2018-08-03T10:11:57Z |
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RisThesis |
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2018-08-02T16:24:31.3190151 v2 43118 2018-08-02 Two classes of stochastic differential equations arising from financial modeling with stochastic volatility. 4fe6fe84141ace8a9300f1e199d49f9f NULL Miao Wang Miao Wang true true 2018-08-02 E-Thesis 31 12 2013 2013-12-31 COLLEGE NANME Mathematics COLLEGE CODE Swansea University Doctoral Ph.D 2018-08-02T16:24:31.3190151 2018-08-02T16:24:31.3190151 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Miao Wang NULL 1 0043118-02082018162548.pdf 10821510.pdf 2018-08-02T16:25:48.0100000 Output 2620787 application/pdf E-Thesis true 2018-08-02T16:25:48.0100000 false |
title |
Two classes of stochastic differential equations arising from financial modeling with stochastic volatility. |
spellingShingle |
Two classes of stochastic differential equations arising from financial modeling with stochastic volatility. Miao Wang |
title_short |
Two classes of stochastic differential equations arising from financial modeling with stochastic volatility. |
title_full |
Two classes of stochastic differential equations arising from financial modeling with stochastic volatility. |
title_fullStr |
Two classes of stochastic differential equations arising from financial modeling with stochastic volatility. |
title_full_unstemmed |
Two classes of stochastic differential equations arising from financial modeling with stochastic volatility. |
title_sort |
Two classes of stochastic differential equations arising from financial modeling with stochastic volatility. |
author_id_str_mv |
4fe6fe84141ace8a9300f1e199d49f9f |
author_id_fullname_str_mv |
4fe6fe84141ace8a9300f1e199d49f9f_***_Miao Wang |
author |
Miao Wang |
author2 |
Miao Wang |
format |
E-Thesis |
publishDate |
2013 |
institution |
Swansea University |
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Faculty of Science and Engineering |
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facultyofscienceandengineering |
hierarchy_top_title |
Faculty of Science and Engineering |
hierarchy_parent_id |
facultyofscienceandengineering |
hierarchy_parent_title |
Faculty of Science and Engineering |
department_str |
School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics |
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1 |
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published_date |
2013-12-31T01:43:41Z |
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1821367935744081920 |
score |
11.04748 |